In the CCENT intro to OSPF episode, when configuring router in a stick, I didn't get quite well the following:
In the router interface that we are going to subdivide, what is the IP that we need to configure? You mentioned something about the native vlan, the one that is untagged... do you mean use an IP in the same range as VLAN1 in the switch>?

In the CCENT intro to OSPF episode, when configuring router in a stick, I didn't get quite well the following:
In the router interface that we are going to subdivide, what is the IP that we need to configure?

You have some options with router on stick configuration when working with native vlans. If you want, you can configure an IP address on the physical interface (not a subinterface) and normally because you're not tagging traffic for the native vlan, it works fine. Then all of your other vlans you will need to communicate between would become sub interfaces configured with their vlan-id tags.
You could, instead not configure the physical interface and create a sub interface even for your native vlan instead.

You mentioned something about the native vlan, the one that is untagged... do you mean use an IP in the same range as VLAN1 in the switch>?

Normally, this is what we do. We put the interface vlan1 into the management vlan, which we normally also call our native vlan. So that IP address of the switch is on the same subnet as what you've configured for the router interface.